The present research work is conducted to analyze whether changes in oil prices at global level affect the stock market returns in Indian market. Daily closing stock market price data from National Stock Exchange (NSE) and daily oil prices, for the period beginning from January 2010 to December...

The study investigated one of the vital issues on market microstructure, the relationship between volatility, stock returns and trading volume on Indian stock market for daily frequency from 2nd March 2009 to 31st July 2018. The investor’s fear gauge measure of VIX was used as a volatility...